相关论文: Quaternionic stochastic areas

We consider a stochastic boundary value elliptic problem on a bounded domain $D\subset \mathbb{R}^k$, driven by a fractional Brownian field with Hurst parameter $H=(H_1,...,H_k)\in[{1/2},1[^k$. First we define the stochastic convolution…

In this paper, we study a class of one-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H>\ff 1 2$. The drift term of the equation is locally Lipschitz and unbounded in the…

In the paper, Harnack inequalities are established for stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H<1/2$. As applications, strong Feller property, log-Harnack inequality and entropy-cost…

This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4. We first determine conditions for strict positivity of the density…

We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…

The free Jacobi process is the radial part of the compression of the free unitary Brownian motion by two free orthogonal projections in a non commutative probability space. In this paper, we derive spectral properties of the free Jacobi…

The analysis of local minima in time series data and random landscapes is essential across numerous scientific disciplines, offering critical insights into system dynamics. Recently, Kundu, Majumdar, and Schehr derived the exact…

For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H>1/2$, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find…

This paper investigates the relationship between the geometric properties of a domain and the diffusion dynamics of Brownian motion, with a specific focus on the phenomenon of "trapping" in terms of the behavior of stochastic processes.

In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration are driven by a mixture of a classical…

The theory of slice regular functions of a quaternionic variable, introduced in 2006 by Gentili and Struppa, extends the notion of holomorphic function to the quaternionic setting. This fast growing theory is already rich of many results…

We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…

We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…

Consider a large system of $N$ Brownian motions in $\R ^d$ fixed on a time interval $[0,\beta]$ with symmetrized initial and terminal conditions, under the influence of a trap potential. Such systems describe systems of bosons at positive…

We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gaussian for the flat and spherical…

Quadratic bosonic Hamiltonians and their associated unitary transformations form a fundamental class of operations in quantum optics, modelling key processes such as squeezing, displacement, and beam-splitting. Their Heisenberg-picture…

A striking consequence of the Hohenberg-Kohn theorem of density functional theory is the existence of a bijection between the local density and the ground-state many-body wave function. Here we study the problem of constructing…

This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such…

We construct planar semimartingales that include the Walsh Brownian motion as a special case, and derive Harrison-Shepp-type equations and a change-of-variable formula in the spirit of Freidlin-Sheu for these so-called "Walsh…

Tunneling processes in de Sitter spacetime are studied by using the stochastic approach. We exploit the Martin-Siggia-Rose-Janssen-de Dominicis (MSRJD) functional integral to obtain the tunneling rate. The applicability conditions of this…